CME Euro FX (E) Future September 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.1100 |
0.0116 |
1.1% |
1.0840 |
| High |
1.1137 |
1.1106 |
-0.0031 |
-0.3% |
1.1026 |
| Low |
1.0977 |
1.1029 |
0.0052 |
0.5% |
1.0817 |
| Close |
1.1105 |
1.1049 |
-0.0056 |
-0.5% |
1.0989 |
| Range |
0.0160 |
0.0077 |
-0.0083 |
-51.9% |
0.0209 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
221,444 |
154,264 |
-67,180 |
-30.3% |
931,366 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1292 |
1.1248 |
1.1091 |
|
| R3 |
1.1215 |
1.1171 |
1.1070 |
|
| R2 |
1.1138 |
1.1138 |
1.1063 |
|
| R1 |
1.1094 |
1.1094 |
1.1056 |
1.1078 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1053 |
| S1 |
1.1017 |
1.1017 |
1.1042 |
1.1001 |
| S2 |
1.0984 |
1.0984 |
1.1035 |
|
| S3 |
1.0907 |
1.0940 |
1.1028 |
|
| S4 |
1.0830 |
1.0863 |
1.1007 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1571 |
1.1489 |
1.1104 |
|
| R3 |
1.1362 |
1.1280 |
1.1046 |
|
| R2 |
1.1153 |
1.1153 |
1.1027 |
|
| R1 |
1.1071 |
1.1071 |
1.1008 |
1.1112 |
| PP |
1.0944 |
1.0944 |
1.0944 |
1.0965 |
| S1 |
1.0862 |
1.0862 |
1.0970 |
1.0903 |
| S2 |
1.0735 |
1.0735 |
1.0951 |
|
| S3 |
1.0526 |
1.0653 |
1.0932 |
|
| S4 |
1.0317 |
1.0444 |
1.0874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1137 |
1.0877 |
0.0260 |
2.4% |
0.0101 |
0.9% |
66% |
False |
False |
191,516 |
| 10 |
1.1137 |
1.0817 |
0.0320 |
2.9% |
0.0102 |
0.9% |
73% |
False |
False |
187,255 |
| 20 |
1.1256 |
1.0817 |
0.0439 |
4.0% |
0.0120 |
1.1% |
53% |
False |
False |
207,629 |
| 40 |
1.1450 |
1.0817 |
0.0633 |
5.7% |
0.0138 |
1.3% |
37% |
False |
False |
189,875 |
| 60 |
1.1485 |
1.0817 |
0.0668 |
6.0% |
0.0136 |
1.2% |
35% |
False |
False |
127,736 |
| 80 |
1.1485 |
1.0545 |
0.0940 |
8.5% |
0.0136 |
1.2% |
54% |
False |
False |
96,058 |
| 100 |
1.1485 |
1.0494 |
0.0991 |
9.0% |
0.0141 |
1.3% |
56% |
False |
False |
76,982 |
| 120 |
1.1503 |
1.0494 |
0.1009 |
9.1% |
0.0133 |
1.2% |
55% |
False |
False |
64,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1433 |
|
2.618 |
1.1308 |
|
1.618 |
1.1231 |
|
1.000 |
1.1183 |
|
0.618 |
1.1154 |
|
HIGH |
1.1106 |
|
0.618 |
1.1077 |
|
0.500 |
1.1068 |
|
0.382 |
1.1058 |
|
LOW |
1.1029 |
|
0.618 |
1.0981 |
|
1.000 |
1.0952 |
|
1.618 |
1.0904 |
|
2.618 |
1.0827 |
|
4.250 |
1.0702 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.1068 |
1.1044 |
| PP |
1.1061 |
1.1039 |
| S1 |
1.1055 |
1.1035 |
|